CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 22-Oct-2020

Day Change Summary
	Previous	Current
	21-Oct-2020	22-Oct-2020	Change	Change %	Previous Week
Open	0.9486	0.9566	0.0080	0.8%	0.9465
High	0.9590	0.9576	-0.0014	-0.1%	0.9527
Low	0.9482	0.9536	0.0055	0.6%	0.9464
Close	0.9571	0.9542	-0.0030	-0.3%	0.9494
Range	0.0109	0.0040	-0.0068	-62.7%	0.0063
ATR	0.0045	0.0044	0.0000	-0.7%	0.0000
Volume	146,386	97,770	-48,616	-33.2%	342,716

Daily Pivots for day following 22-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9673	0.9648	0.9564
R3	0.9632	0.9607	0.9553
R2	0.9592	0.9592	0.9549
R1	0.9567	0.9567	0.9545	0.9559
PP	0.9551	0.9551	0.9551	0.9547
S1	0.9526	0.9526	0.9538	0.9519
S2	0.9511	0.9511	0.9534
S3	0.9470	0.9486	0.9530
S4	0.9430	0.9445	0.9519

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9684	0.9652	0.9529
R3	0.9621	0.9589	0.9511
R2	0.9558	0.9558	0.9506
R1	0.9526	0.9526	0.9500	0.9542
PP	0.9495	0.9495	0.9495	0.9503
S1	0.9463	0.9463	0.9488	0.9479
S2	0.9432	0.9432	0.9482
S3	0.9369	0.9400	0.9477
S4	0.9306	0.9337	0.9459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9590	0.9462	0.0129	1.3%	0.0045	0.5%	62%	False	False	88,219
10	0.9590	0.9437	0.0153	1.6%	0.0042	0.4%	68%	False	False	78,713
20	0.9590	0.9431	0.0160	1.7%	0.0040	0.4%	70%	False	False	74,221
40	0.9626	0.9363	0.0263	2.8%	0.0048	0.5%	68%	False	False	63,646
60	0.9626	0.9356	0.0270	2.8%	0.0052	0.5%	69%	False	False	42,504
80	0.9626	0.9267	0.0359	3.8%	0.0052	0.5%	77%	False	False	31,889
100	0.9626	0.9135	0.0491	5.1%	0.0052	0.5%	83%	False	False	25,529
120	0.9626	0.9135	0.0491	5.1%	0.0049	0.5%	83%	False	False	21,274

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9749
2.618	0.9683
1.618	0.9642
1.000	0.9617
0.618	0.9602
HIGH	0.9576
0.618	0.9561
0.500	0.9556
0.382	0.9551
LOW	0.9536
0.618	0.9511
1.000	0.9496
1.618	0.9470
2.618	0.9430
4.250	0.9364

Fisher Pivots for day following 22-Oct-2020
Pivot	1 day	3 day
R1	0.9556	0.9536
PP	0.9551	0.9531
S1	0.9546	0.9526

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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